+433.3%
KLAC vs MGY
+88.8%
+344.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | +3.5% | -6.2% | -3.6% |
| 30D | -13.2% | +5.3% | -18.4% | -14.5% |
| 3M | -25.0% | +2.6% | -27.7% | -26.1% |
| 6M | +23.6% | -3.3% | +26.9% | +22.5% |
| YTD | +49.2% | +29.2% | +20.0% | +33.8% |
| 1Y | +89.3% | +18.0% | +71.3% | +74.4% |
| 3Y | +274.4% | +30.0% | +244.3% | +229.9% |
| All | +433.3% | +88.8% | +344.5% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling